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General Discussion · Portfolio Visualizer -- backtesting
davesaint86
msg #148362
7/3/2019 10:00:45 PM

In the book I think he was using the 200 day moving average. I found the strategy via a Google search on Dual Momentum. Here is another good book that is similar. It's a kind of momentum strategy with asset rotation. Using a 200 day SMA of S&P as a market filter and a protective asset rotation when market is negative is another version of momentum strategy as dual momentum investing. Simple and best book for investors with a long-term horizon. The book shows returns for example trading Amazon via 50d, 200d and 50/200/d using moving averages. The results were great (something like 5,000%). However, when using the S&P 500 cross of the 200MA as a signal for Amazon the results ballooned up to over 15,000%.


https://www.amazon.com/STOCK-MARKET-CASH-TRIGGER-Technique-ebook/dp/B07CG4YC2J

General Discussion · Portfolio Visualizer -- backtesting
davesaint86
msg #148344
7/2/2019 8:14:20 PM

Another great book in addition to the Weinstein book is Dual Momentum Investing by Gary Antonacci. Here is Dual Momentum strategy that goes back to 1998.


https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=6&startYear=1985&endYear=2019&initialAmount=50000&periodicAdjustment=0&adjustmentAmount=0&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=4&symbols=VFINX+VINEX&singleAbsoluteMomentum=false&volatilityTarget=9.0&downsideVolatility=false&outOfMarketAssetType=2&outOfMarketAsset=VUSTX&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=true&periodWeighting=2&windowSize=1&windowSizeInDays=105&movingAverageType2=1&windowSize2=10&windowSizeInDays2=105&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=0&volatilityWindowSizeInDays=0&assetsToHold=1&allocationWeights=1&riskControl=false&riskWindowSize=10&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=false&tradeExecution=0&comparedAllocation=-1&timingPeriods%5B0%5D=1&timingUnits%5B0%5D=2&timingWeights%5B0%5D=33&timingPeriods%5B1%5D=3&timingUnits%5B1%5D=2&timingWeights%5B1%5D=33&timingPeriods%5B2%5D=6&timingUnits%5B2%5D=2&timingWeights%5B2%5D=34&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=2&volatilityPeriodWeight=0&total1=0

Filter Exchange · Another Weinstein filter
davesaint86
msg #148275
6/25/2019 8:54:51 AM

http://thepatternsite.com/Stages.html


Filter Exchange · Another Weinstein filter
davesaint86
msg #148274
6/25/2019 8:40:23 AM

https://www.nextbigtrade.com/stage-analysis/

Filter Exchange · Another Weinstein filter
davesaint86
msg #148273
6/25/2019 8:38:38 AM

https://the7circles.uk/stan-weinsteins-stage-system-1-charts-buying/


General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148257
6/24/2019 8:42:53 AM

https://www.chartmill.com/documentation.php/indicators/Weinstein-stage-analysis-in-chartmill?a=1125&cat=2


General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148256
6/24/2019 8:40:21 AM

Bought a used copy a few years ago.

Stock Picks and Trading · BMA weekly
davesaint86
msg #148196
6/18/2019 8:27:03 PM

Nice one!

General Discussion · Code needed
davesaint86
msg #148164
6/15/2019 6:07:18 PM

It does look like the rules are being followed. Do not buy on the first breakout. Buy on the second one. The bad news though it's GE. Are their fundamentals getting better? I think they have a new CEO.

Stock Picks and Trading · Intraday Alerts
davesaint86
msg #148052
6/5/2019 2:53:34 PM

Good luck johnpaulca!

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